Currently working in TD Securities as an interest rate derivatives quant, covering exotics valuation, calibration, etc.
I was a PhD student working with Christina Christara. In my academic years I have published research in numerical analysis, scientific computing, computational fluid dynamics, and differential geometry. I have also worked closely with Justin Wan and Spiro Karigiannis in UWaterloo.
Contact Information:
Email:natleung [AT] cs [DOT] toronto [DOT] edu